Yang, Yue; Wang, Jianbo; Yang, Huijie; Mang, Jingshi - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 20, pp. 4431-4437
By means of a visibility graph, we investigate six important exchange rate series. It is found that the series convert into scale-free and hierarchically structured networks. The relationship between the scaling exponents of the degree distributions and the Hurst exponents obeys the analytical...